+38.2%
CFG vs QID
-35.9%
+74.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | -0.6% | -1.9% | +1.3% | -1.0% |
| 30D | -4.5% | +1.7% | -6.3% | -4.1% |
| 3M | +6.3% | -3.9% | +10.2% | +5.6% |
| 6M | +20.6% | -30.0% | +50.6% | +7.4% |
| YTD | +21.2% | -28.2% | +49.5% | +9.0% |
| 1Y | +38.2% | -35.6% | +73.8% | +24.8% |
| All | +38.2% | -35.9% | +74.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling